failed to run `@setup` block in src/families.md ```@setup lowrank using ADTypes using AdvancedVI using Distributions using LinearAlgebra using LogDensityProblems using Optimisers using Plots using ReverseDiff struct Target{D} dist::D end function LogDensityProblems.logdensity(model::Target, θ) logpdf(model.dist, θ) end function LogDensityProblems.dimension(model::Target) return length(model.dist) end function LogDensityProblems.capabilities(::Type{<:Target}) return LogDensityProblems.LogDensityOrder{0}() end n_dims = 30 U_true = randn(n_dims, 3) D_true = Diagonal(log.(1 .+ exp.(randn(n_dims)))) Σ_true = D_true + U_true*U_true' Σsqrt_true = sqrt(Σ_true) μ_true = randn(n_dims) model = Target(MvNormal(μ_true, Σ_true)); d = LogDensityProblems.dimension(model); μ = zeros(d); L = Diagonal(ones(d)); q0_mf = MeanFieldGaussian(μ, L) L = LowerTriangular(diagm(ones(d))); q0_fr = FullRankGaussian(μ, L) D = ones(n_dims) U = zeros(n_dims, 3) q0_lr = LowRankGaussian(μ, D, U) obj = RepGradELBO(1); max_iter = 10^4 function callback(; params, averaged_params, restructure, stat, kwargs...) q = restructure(averaged_params) μ, Σ = mean(q), cov(q) (dist2 = sum(abs2, μ - μ_true) + tr(Σ + Σ_true - 2*sqrt(Σsqrt_true*Σ*Σsqrt_true)),) end _, _, stats_fr, _ = AdvancedVI.optimize( model, obj, q0_fr, max_iter; show_progress = false, adtype = AutoReverseDiff(), optimizer = Adam(0.01), averager = PolynomialAveraging(), callback = callback, ); _, _, stats_mf, _ = AdvancedVI.optimize( model, obj, q0_mf, max_iter; show_progress = false, adtype = AutoReverseDiff(), optimizer = Adam(0.01), averager = PolynomialAveraging(), callback = callback, ); _, _, stats_lr, _ = AdvancedVI.optimize( model, obj, q0_lr, max_iter; show_progress = false, adtype = AutoReverseDiff(), optimizer = Adam(0.01), averager = PolynomialAveraging(), callback = callback, ); t = [stat.iteration for stat in stats_fr] dist_fr = [sqrt(stat.dist2) for stat in stats_fr] dist_mf = [sqrt(stat.dist2) for stat in stats_mf] dist_lr = [sqrt(stat.dist2) for stat in stats_lr] plot( t, dist_mf , label="Mean-Field Gaussian", xlabel="Iteration", ylabel="Wasserstein-2 Distance") plot!(t, dist_fr, label="Full-Rank Gaussian", xlabel="Iteration", ylabel="Wasserstein-2 Distance") plot!(t, dist_lr, label="Low-Rank Gaussian", xlabel="Iteration", ylabel="Wasserstein-2 Distance") savefig("lowrank_family_wasserstein.svg") nothing ``` exception = LoadError: ArgumentError: Package ReverseDiff not found in current path. - Run `import Pkg; Pkg.add("ReverseDiff")` to install the ReverseDiff package. in expression starting at string:8

8 docstrings not included in the manual: AdvancedVI.value_and_gradient! :: Tuple{ADTypes.AbstractADType, Any, Any, Any, DiffResults.MutableDiffResult} AdvancedVI.ClosedFormEntropy AdvancedVI.value :: Tuple{AdvancedVI.AbstractAverager, Any} AdvancedVI.estimate_entropy AdvancedVI.restructure_ad_forward :: Tuple{ADTypes.AbstractADType, Any, Any} AdvancedVI.apply :: Tuple{AdvancedVI.AbstractAverager, Any, Any} AdvancedVI.update_variational_params! AdvancedVI.ScoreGradELBO These are docstrings in the checked modules (configured with the modules keyword) that are not included in @docs or @autodocs blocks.

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